spec. liquidity-premium-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/liquidity-premium-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.07 (p=0.8).
sharpe_ratio0.07 sharpe_ratiosupports verdict:rejected
Context
period 2022-02-01–2026-09-01; cost=5bps
Source strategy
rejectedequity· no_edge
Liquidity Premium / Amihud Illiquidity (JP All Stocks)
liquidity-premium-jp-all
fact derives from run: r-liquidity-premium-jp-all-0225
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.07 (p=0.8).. Strategy: Liquidity Premium / Amihud Illiquidity (JP All Stocks). https://qbuntu.ai/cite/liquidity-premium-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:46:58
fact_id: liquidity-premium-jp-all-fact-best-sharpe (immutable)